ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	137-220	137-280	0-060	0.1%	137-125
High	137-290	138-070	0-100	0.2%	138-070
Low	137-200	137-265	0-065	0.1%	137-090
Close	137-285	138-030	0-065	0.1%	138-030
Range	0-090	0-125	0-035	38.9%	0-300
ATR	0-133	0-132	-0-001	-0.4%	0-000
Volume	1,255,556	1,158,061	-97,495	-7.8%	5,630,823

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-070	139-015	138-099
R3	138-265	138-210	138-064
R2	138-140	138-140	138-053
R1	138-085	138-085	138-041	138-112
PP	138-015	138-015	138-015	138-029
S1	137-280	137-280	138-019	137-308
S2	137-210	137-210	138-007
S3	137-085	137-155	137-316
S4	136-280	137-030	137-281

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-217	140-103	138-195
R3	139-237	139-123	138-112
R2	138-257	138-257	138-085
R1	138-143	138-143	138-058	138-200
PP	137-277	137-277	137-277	137-305
S1	137-163	137-163	138-002	137-220
S2	136-297	136-297	137-295
S3	135-317	136-183	137-268
S4	135-017	135-203	137-185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-070	137-090	0-300	0.7%	0-115	0.3%	87%	True	False	1,126,164
10	138-080	137-075	1-005	0.7%	0-134	0.3%	85%	False	False	1,368,906
20	138-080	137-075	1-005	0.7%	0-118	0.3%	85%	False	False	1,049,241
40	138-300	136-265	2-035	1.5%	0-137	0.3%	60%	False	False	527,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139-281
2.618	139-077
1.618	138-272
1.000	138-195
0.618	138-147
HIGH	138-070
0.618	138-022
0.500	138-008
0.382	137-313
LOW	137-265
0.618	137-188
1.000	137-140
1.618	137-063
2.618	136-258
4.250	136-054

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	138-022	138-003
PP	138-015	137-297
S1	138-008	137-270

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols